Related papers: Regularized Langevin Dynamics for Combinatorial Op…

Understanding the dimension dependency of computational complexity in high-dimensional sampling problem is a fundamental problem, both from a practical and theoretical perspective. Compared with samplers with unbiased stationary…

Optimization using network traffic models requires computing gradients of objective functions with respect to model parameters. However, derivation of such gradients has often been considered difficult or impractical due to their complexity…

Learning to optimize (L2O) is an emerging technique to solve mathematical optimization problems with learning-based methods. Although with great success in many real-world scenarios such as wireless communications, computer networks, and…

As machine learning models are deployed ever more broadly, it becomes increasingly important that they are not only able to perform well on their training distribution, but also yield accurate predictions when confronted with distribution…

This paper proposes a replica exchange preconditioned Langevin diffusion discretized by the Crank-Nicolson scheme (repCNLD) to handle high-dimensional and multi-modal distribution problems. Sampling from high-dimensional and multi-modal…

Recently, gradient-based discrete sampling has emerged as a highly efficient, general-purpose solver for various combinatorial optimization (CO) problems, achieving performance comparable to or surpassing the popular data-driven approaches.…

Probably one of the most striking examples of the close connections between global optimization processes and statistical physics is the simulated annealing method, inspired by the famous Monte Carlo algorithm devised by Metropolis et al.…

Autonomous driving in urban crowds at unregulated intersections is challenging, where dynamic occlusions and uncertain behaviors of other vehicles should be carefully considered. Traditional methods are heuristic and based on…

We develop provably safe and convergent reinforcement learning (RL) algorithms for control of nonlinear dynamical systems, bridging the gap between the hard safety guarantees of control theory and the convergence guarantees of RL theory.…

Linear discriminant analysis (LDA) is a fundamental classification and dimension reduction method that achieves Bayes optimality under Gaussian mixture, but often struggles in high-dimensional settings where the covariance matrix cannot be…

This paper addresses the problem of autonomous task allocation by a swarm of autonomous, interactive drones in large-scale, dynamic spatio-temporal environments. When each drone independently determines navigation, sensing, and recharging…

We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…

Deep Reinforcement Learning (DRL) has emerged as a promising approach for solving Combinatorial Optimization (CO) problems, such as the 3D Bin Packing Problem (3D-BPP), Traveling Salesman Problem (TSP), or Vehicle Routing Problem (VRP), but…

Distributionally robust optimization (DRO) has shown lot of promise in providing robustness in learning as well as sample based optimization problems. We endeavor to provide DRO solutions for a class of sum of fractionals, non-convex…

We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…

Reinforcement learning (RL) tackles sequential decision-making problems by creating agents that interacts with their environment. However, existing algorithms often view these problem as static, focusing on point estimates for model…

We introduce adaptive, tuning-free step size schedules for gradient-based sampling algorithms obtained as time-discretizations of Wasserstein gradient flows. The result is a suite of tuning-free sampling algorithms, including tuning-free…

Stochastic Gradient Langevin Dynamics (SGLD) ensures strong guarantees with regards to convergence in measure for sampling log-concave posterior distributions by adding noise to stochastic gradient iterates. Given the size of many practical…

We present a simulation strategy for the real-time dynamics of quantum fields, inspired by reinforcement learning. It builds on the complex Langevin approach, which it amends with system specific prior information, a necessary prerequisite…

Combinatorial optimization serves as an essential part in many modern industrial applications. A great number of the problems are offline setting due to safety and/or cost issues. While simulation-based approaches appear difficult to…